Dena Bank AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1337 | 27.29 | |
| 0.1729 | 27.68 | |
| 0.6932 | 82.29 | |
| -0.3548 | -5.53 |
Estimation Period:
Jul 14, 1997 to Mar 1, 2019
Jul 14, 1997 to Mar 1, 2019
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities